+1,208.8%
MTSI vs EPAM
+623.4%
+585.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.4% | +5.8% | +4.2% |
| 7D | +1.4% | +2.0% | -0.6% | +0.8% |
| 30D | +2.1% | +6.5% | -4.4% | -1.3% |
| 3M | -29.7% | +19.9% | -49.7% | -35.9% |
| 6M | +12.5% | -16.9% | +29.5% | +14.1% |
| YTD | +57.0% | -42.9% | +99.9% | +77.1% |
| 1Y | +103.9% | -30.4% | +134.3% | +113.9% |
| 3Y | +223.6% | -54.7% | +278.3% | +276.4% |
| 5Y | +321.6% | -81.8% | +403.4% | +500.3% |
| 10Y | +517.7% | +65.5% | +452.3% | +307.4% |
| All | +1,208.8% | +623.4% | +585.4% | +609.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EPAM.
Daily Out/Under-Performance
Portfolio return minus EPAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EPAM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded EPAM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling